+128.3%
CVX vs PINS
-58.3%
+186.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | -1.7% | -9.4% | +7.7% | -1.2% |
| 30D | -0.8% | -10.2% | +9.4% | -0.3% |
| 3M | +9.4% | -19.0% | +28.4% | +10.5% |
| 6M | +17.5% | -7.4% | +24.9% | +17.5% |
| YTD | +43.8% | -25.7% | +69.6% | +45.6% |
| 1Y | +41.9% | -29.7% | +71.6% | +44.2% |
| 3Y | +69.1% | -38.1% | +107.3% | +70.4% |
| 5Y | +128.3% | -57.3% | +185.6% | +129.4% |
| All | +128.3% | -58.3% | +186.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling